CME Canadian Dollar Future December 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9623 |
0.9564 |
-0.0059 |
-0.6% |
0.9675 |
| High |
0.9632 |
0.9624 |
-0.0008 |
-0.1% |
0.9735 |
| Low |
0.9564 |
0.9558 |
-0.0006 |
-0.1% |
0.9585 |
| Close |
0.9586 |
0.9609 |
0.0023 |
0.2% |
0.9630 |
| Range |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0150 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.8% |
0.0000 |
| Volume |
156 |
484 |
328 |
210.3% |
985 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9795 |
0.9768 |
0.9645 |
|
| R3 |
0.9729 |
0.9702 |
0.9627 |
|
| R2 |
0.9663 |
0.9663 |
0.9621 |
|
| R1 |
0.9636 |
0.9636 |
0.9615 |
0.9650 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9604 |
| S1 |
0.9570 |
0.9570 |
0.9603 |
0.9584 |
| S2 |
0.9531 |
0.9531 |
0.9597 |
|
| S3 |
0.9465 |
0.9504 |
0.9591 |
|
| S4 |
0.9399 |
0.9438 |
0.9573 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0015 |
0.9713 |
|
| R3 |
0.9950 |
0.9865 |
0.9671 |
|
| R2 |
0.9800 |
0.9800 |
0.9658 |
|
| R1 |
0.9715 |
0.9715 |
0.9644 |
0.9683 |
| PP |
0.9650 |
0.9650 |
0.9650 |
0.9634 |
| S1 |
0.9565 |
0.9565 |
0.9616 |
0.9533 |
| S2 |
0.9500 |
0.9500 |
0.9603 |
|
| S3 |
0.9350 |
0.9415 |
0.9589 |
|
| S4 |
0.9200 |
0.9265 |
0.9548 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9706 |
0.9558 |
0.0148 |
1.5% |
0.0078 |
0.8% |
34% |
False |
True |
250 |
| 10 |
0.9802 |
0.9558 |
0.0244 |
2.5% |
0.0069 |
0.7% |
21% |
False |
True |
215 |
| 20 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0053 |
0.6% |
14% |
False |
True |
168 |
| 40 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0046 |
0.5% |
14% |
False |
True |
140 |
| 60 |
0.9924 |
0.9558 |
0.0366 |
3.8% |
0.0040 |
0.4% |
14% |
False |
True |
114 |
| 80 |
0.9975 |
0.9558 |
0.0417 |
4.3% |
0.0038 |
0.4% |
12% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9905 |
|
2.618 |
0.9797 |
|
1.618 |
0.9731 |
|
1.000 |
0.9690 |
|
0.618 |
0.9665 |
|
HIGH |
0.9624 |
|
0.618 |
0.9599 |
|
0.500 |
0.9591 |
|
0.382 |
0.9583 |
|
LOW |
0.9558 |
|
0.618 |
0.9517 |
|
1.000 |
0.9492 |
|
1.618 |
0.9451 |
|
2.618 |
0.9385 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9603 |
0.9609 |
| PP |
0.9597 |
0.9609 |
| S1 |
0.9591 |
0.9609 |
|